Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 98174.7747 | 44957.6526 | 53217.1221 | 109208.6092 | 62967.7404 | 46240.8688 |
Total P&L (%) | 98.1748 | 44.9577 | 53.2171 | 109.2086 | 62.9677 | 46.2409 |
Avg Daily Profit (%) | 0.377 | 0.1726 | 0.2044 | 0.2839 | 0.1877 | 0.1461 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28591 | -38520 | -23469 | -44129 | -45471 | -41208 |
Profit Factor | 1.4243 | 1.3588 | 1.5018 | 1.317 | 1.3526 | 1.2788 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 45.8716 | 46.2963 | 45.4545 | 45.8716 | 46.2963 | 45.4545 |
Ratio Avg Win / Avg Loss | 1.6807 | 1.5762 | 1.8022 | 1.5541 | 1.569 | 1.5346 |
Largest Winning Trade | 25004 | 25004 | 20495 | 31846 | 31846 | 23639 |
Largest Losing Trade | -10369 | -10369 | -8345 | -13051 | -13051 | -12524 |
Avg Bars in Trades | 224 | 237 | 211 | 224 | 237 | 211 |
Avg Bars in Winners | 266 | 297 | 236 | 266 | 297 | 236 |
Avg Bars in Losers | 188 | 185 | 190 | 188 | 185 | 190 |
Bars Traded | 24446 | 12824 | 11622 | 24446 | 12824 | 11622 |
Profit Streak | 0 | 16.3595 | 0 | 0 | 16.3595 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301580 | -174662 | -174251 | 249322 | -173258 | -181884 |
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{ "first_band": { "type": "t3", "factors": { "length": 170, "offset": 0, "a": 0.75705 } }, "second_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 170, "offset": 0, "a": 0.75705 } }, "second_band": { "type": "sinwma", "factors": { "length": 145, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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